% first, you have to find the folder
folder = uigetdir; % check the help for uigetdir to see how to specify a starting path, which makes your life easier

% get the names of all files. dirListing is a struct array.
dirListing = dir(folder);

% loop through the files and open. Note that dir also lists the directories, so you have to check for them.
for d = 1:length(dirListing)
if ~dirListing(1).isdir
fileName = fullfile(folder,dirListing(d).name); % use full path because the folder may not be the active path